On the Hausdorff dimension of the set generated by exceptional oscillations of a two-parameter Wiener process (Q5949981)

Let \(W=\{W(s,t):0\leq s<\infty\), \(0\leq t<\infty\}\) be a standard two-parameter Wiener process, and for the set \(R=[s,s+h]\times [t,t+h]\), let \[ W(R):=W(s+h,t+h)-W(s,t+h)-W(s+h,t)+W(s,t). \] For \(\alpha\in [0,1]\), let \(F(\alpha)\) be the set \(\{0\leq s<1,0\leq t<1:\limsup_{h\downarrow 0}|W(R)|/\sqrt{2h^2\log (1/h^2)}\geq\alpha\}\). It is proved that for any \(\alpha\in [0,1]\), with probability \(1\), the Hausdorff dimension \(\dim F(\alpha)=2(1-\alpha^2)\).